Gap inequalities for non-convex mixed-integer quadratic programs

Laurent and Poljak introduced a very general class of valid linear inequalities, called gap inequalities, for the max-cut problem. We show that an analogous class of inequalities can be defined for general non-convex mixed-integer quadratic programs. These inequalities dominate some inequalities arising from a natural semidefinite relaxation.     

Exploring the Relationship Between Max-Cut and Stable Set Relaxations

The max-cut and stable set problems are two fundamental -hard problems in combinatorial optimization. It has been known for a long time that any instance of the stable set problem can be easily transformed into a max-cut instance. Moreover, Laurent, Poljak, Rendl and others have shown that any convex set containing the cut polytope yields, via a suitable projection, a convex set containing the stable set polytope. We review this work, and then extend it in the following ways. We show that the rounded version of certain `positive semidefinite' inequalities for the cut polytope imply, via the same projection, a surprisingly large variety of strong valid inequalities for the stable set polytope. These include the clique, odd hole, odd antihole, web and antiweb inequalities, and various inequalities obtained from these via sequential lifting. We also examine a less general class of inequalities for the cut polytope, which we call odd clique inequalities, and show that they are, in general, much less useful for generating valid inequalities for the stable set polytope. As well as being of theoretical interest, these results have algorithmic implications. In particular, we obtain as a by-product a polynomial-time separation algorithm for a class of inequalities which includes all web inequalities.     

Strengthened clique-family inequalities for the stable set polytope

The stable set polytope is a fundamental object in combinatorial optimization. Among the many valid inequalities that are known for it, the clique-family inequalities play an important role. Pêcher and Wagler showed that the clique-family inequalities can be strengthened under certain conditions. We show that they can be strengthened even further, using a surprisingly simple mixed-integer rounding argument.     

One-third-integrality in the max-cut problem

Given a graphG = (V, E), the metric polytopeS (G) is defined by the inequalitiesx(F) – x(CF) |F| – 1 for , |F| odd,C cycle ofG, and 0 x _e 1 fore E. Optimization overS (G) provides an approximation for the max-cut problem. The graphG is called 1/d-integral if all the vertices ofS(G) have their coordinates in{i/d 0 i d}. We prove that the class of 1/d-integral graphs is closed under minors, and we present several minimal forbidden minors for 1/3-integrality. In particular, we characterize the 1/3-integral graphs on seven nodes. We study several operations preserving 1/d-integrality, in particular, thek-sum operation for 0 k 3. We prove that series parallel graphs are characterized by the following stronger property. All vertices of the polytopeS (G) {x x u} are 1/3-integral for every choice of 1/3-integral bounds, u on the edges ofG. Research by this author was partially done at CWI in Amsterdam.Research by this author was done at the Institut für Diskrete Mathematik of Bonn, supported by the A. von Humboldt Foundation.Deceased on April 2nd, 1995.     

Facet-inducing web and antiweb inequalities for the graph coloring polytope

For a graph G and its complement , we define the graph coloring polytope P(G) to be the convex hull of the incidence vectors of star partitions of . We examine inequalities whose support graphs are webs and antiwebs appearing as induced subgraphs in G. We show that for an antiweb in G the corresponding inequality is facet-inducing for P(G) if and only if is critical with respect to vertex colorings. An analogous result is also proved for the web inequalities.     

Connections between semidefinite relaxations of the max-cut and stable set problems

We describe links between a recently introduced semidefinite relaxation for the max-cut problem and the well known semidefinite relaxation for the stable set problem underlying the Lovász’s theta function. It turns out that the connection between the convex bodies defining the semidefinite relaxations mimics the connection existing between the corresponding polyhedra. We also show how the semidefinite relaxations can be combined with the classical linear relaxations in order to obtain tighter relaxations. This work was done while the author visited CWI, Amsterdam, The Netherlands. Svata Poljak untimely deceased in April 1995. We shall both miss Svata very much. Svata was an excellent colleague, from whom we learned a lot of mathematics and with whom working was always a very enjoyable experience; above all, Svata was a very nice person and a close friend of us. The research was partly done while the author visited CWI, Amsterdam, in October 1994 with a grant fom the Stieltjes Institute, whose support is gratefully acknowledged. Partially supported also by GACR 0519. Research support by Christian Doppler Laboratorium für Diskrete Optimierung.     

New valid inequalities for the fixed-charge and single-node flow polytopes

The most effective software packages for solving mixed 0–1linear programs use strong valid linear inequalities derived from polyhedral theory. We introduce a new procedure which enables one to take known valid inequalities for the knapsack polytope, and convert them into valid inequalities for the fixed-charge and single-node flow polytopes. The resulting inequalities are very different from the previously known inequalities (such as flow cover and flow pack inequalities), and define facets under certain conditions.     

On the domino-parity inequalities for the STSP

One method which has been used very successfully for finding optimal and provably good solutions for large instances of the symmetric travelling salesman problem (STSP) is the branch and cut method. This method requires knowledge of classes of useful valid inequalities for the polytope associated with the STSP, as well as efficient separation routines for these classes of inequalities. Recently a new class of valid inequalities called the domino-parity inequalites were introduced for the STSP. An efficient separation routine is known for these constraints if certain conditions are satisfied by the point to be separated. This separation routine has never been implemented or tested. We present several performance enhancements for this separation routine, and discuss our implementation of this improved algorithm. We test our implementation and provide results which we believe demonstrate the practical usefulness of these constraints and the separation routine for the STSP within a branch and cut framework. This research was partially supported by grants from the Natural Sciences and Engineering Research Council of Canada     

Exploiting planarity in separation routines for the symmetric traveling salesman problem

At present, the most successful approach for solving large-scale instances of the Symmetric Traveling Salesman Problem to optimality is branch-and-cut. The success of branch-and-cut is due in large part to the availability of effective separation procedures; that is, routines for identifying violated linear constraints.

For two particular classes of constraints, known as comb and domino-parity constraints, it has been shown that separation becomes easier when the underlying graph is planar. We continue this line of research by showing how to exploit planarity in the separation of three other classes of constraints: subtour elimination, 2-matching and simple domino-parity constraints.     

Worst-case comparison of valid inequalities for the TSP

We consider most of the known classes of valid inequalities for the graphical travelling salesman polyhedron and compute the worst-case improvement resulting from their addition to the subtour polyhedron. For example, we show that the comb inequalities cannot improve the subtour bound by a factor greater than 10/9. The corresponding factor for the class of clique tree inequalities is 8/7, while it is 4/3 for the path configuration inequalities.Research supported in part by Air Force contract F49620-92-J-0125, DARPA contract N00014-92-J-1799 and NSF contract 9302476-CCR.     

Valid inequalities for mixed-integer programmes with fixed charges on sets of variables

We consider mixed 0-1 linear programmes in which one is given a collection of (not necessarily disjoint) sets of variables and, for each set, a fixed charge is incurred if and only if at least one of the variables in the set takes a positive value. We derive strong valid linear inequalities for these problems, and show that they generalise and dominate a subclass of the well-known flow cover inequalities for the classical fixed-charge problem.     

Chromatic scheduling polytopes coming from the bandwidth allocation problem in point-to-multipoint radio access systems

Point-to-Multipoint systems are a kind of radio systems supplying wireless access to voice/data communication networks. Such systems have to be run using a certain frequency spectrum, which typically causes capacity problems. Hence it is, on the one hand, necessary to reuse frequencies but, on the other hand, no interference must be caused thereby. This leads to a combinatorial optimization problem, the bandwidth allocation problem, a special case of so-called chromatic scheduling problems. Both problems are NP-hard and it is known that, for these problems, there exist no polynomial time algorithms with a fixed approximation ratio. Algorithms based on cutting planes have shown to be successful for many other combinatorial optimization problems. In order to apply such methods, knowledge on the associated polytopes is required. The present paper contributes to this issue, exploring basic properties of chromatic scheduling polytopes and several classes of facet-defining inequalities. J. L. Marenco: This work supported by UBACYT Grant X036, CONICET Grant 644/98 and ANPCYT Grant 11-09112. A. K. Wagler: This work supported by the Deutsche Forschungsgemeinschaft (Gr 883/9–1).     

Lifting the knapsack cover inequalities for the knapsack polytope

Valid inequalities for the knapsack polytope have proven to be very useful in exact algorithms for mixed-integer linear programming. In this paper, we focus on the knapsack cover inequalities, introduced in 2000 by Carr and co-authors. In general, these inequalities can be rather weak. To strengthen them, we use lifting. Since exact lifting can be time-consuming, we present two fast approximate lifting procedures. The first procedure is based on mixed-integer rounding, whereas the second uses superadditivity.